RTXAX vs. ASFYX
Compare and contrast key facts about Russell Investment Tax-Managed Real Assets Fund (RTXAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
RTXAX is managed by BlackRock. It was launched on Jun 9, 2019. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
RTXAX vs. ASFYX - Performance Comparison
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RTXAX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RTXAX Russell Investment Tax-Managed Real Assets Fund | 11.49% | 13.56% | 1.50% | 7.40% | -11.66% | 26.57% | 3.73% | 6.17% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | -0.39% |
Returns By Period
In the year-to-date period, RTXAX achieves a 11.49% return, which is significantly higher than ASFYX's 6.59% return.
RTXAX
- 1D
- 0.13%
- 1M
- -2.88%
- YTD
- 11.49%
- 6M
- 14.38%
- 1Y
- 24.85%
- 3Y*
- 10.58%
- 5Y*
- 7.43%
- 10Y*
- —
ASFYX
- 1D
- 0.00%
- 1M
- -1.55%
- YTD
- 6.59%
- 6M
- 10.95%
- 1Y
- 3.41%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
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RTXAX vs. ASFYX - Expense Ratio Comparison
RTXAX has a 1.33% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
RTXAX vs. ASFYX — Risk / Return Rank
RTXAX
ASFYX
RTXAX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investment Tax-Managed Real Assets Fund (RTXAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| RTXAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 0.18 | +1.51 |
Sortino ratioReturn per unit of downside risk | 2.24 | 0.30 | +1.94 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.04 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 0.10 | +1.79 |
Martin ratioReturn relative to average drawdown | 10.79 | 0.16 | +10.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RTXAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 0.18 | +1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.17 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.31 | +0.09 |
Correlation
The correlation between RTXAX and ASFYX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RTXAX vs. ASFYX - Dividend Comparison
RTXAX's dividend yield for the trailing twelve months is around 2.57%, more than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTXAX Russell Investment Tax-Managed Real Assets Fund | 2.57% | 2.86% | 2.05% | 1.98% | 3.11% | 1.74% | 1.71% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.43% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
RTXAX vs. ASFYX - Drawdown Comparison
The maximum RTXAX drawdown since its inception was -40.68%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for RTXAX and ASFYX.
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Drawdown Indicators
| RTXAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.68% | -36.43% | -4.25% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -13.51% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -36.43% | +11.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.43% | — |
Current DrawdownCurrent decline from peak | -3.32% | -24.37% | +21.05% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -13.09% | +5.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 8.72% | -6.43% |
Volatility
RTXAX vs. ASFYX - Volatility Comparison
Russell Investment Tax-Managed Real Assets Fund (RTXAX) has a higher volatility of 4.12% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that RTXAX's price experiences larger fluctuations and is considered to be riskier than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTXAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 3.86% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 10.01% | -1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 13.02% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 13.68% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 12.68% | +7.58% |